-100.0%
SOXS vs ALK
+1.7%
-101.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -8.1% |
| 7D | -15.6% | +0.1% | -15.7% | -15.5% |
| 30D | +4.8% | -18.5% | +23.2% | -15.1% |
| 3M | -21.6% | -3.6% | -18.1% | -17.3% |
| 6M | -99.3% | -3.7% | -95.6% | -98.4% |
| YTD | -99.5% | -19.0% | -80.5% | -99.0% |
| 1Y | -99.8% | -36.0% | -63.7% | -99.6% |
| 3Y | -100.0% | +2.3% | -102.3% | -99.9% |
| All | -100.0% | +1.7% | -101.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling